+38.8%
AXON vs ECL
+79.5%
-40.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -27.4% | +0.4% | -27.8% | -27.3% |
| 30D | -28.5% | +8.6% | -37.0% | -30.8% |
| 3M | -49.3% | +7.9% | -57.2% | -50.8% |
| 6M | -25.0% | +21.0% | -46.1% | -30.5% |
| YTD | -46.7% | +17.5% | -64.2% | -50.5% |
| 1Y | -48.3% | +19.7% | -67.9% | -52.4% |
| 3Y | +38.8% | +77.4% | -38.6% | +7.5% |
| All | +38.8% | +79.5% | -40.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling